Yahoo Finance stock price analysis

Apple Inc.


Introduction

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Data

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Most recent observations
Date AAPL.High AAPL.Close AAPL.Volume
2021-03-08 121.00 116.36 154376600
2021-03-09 122.06 121.09 129525800
2021-03-10 122.17 119.98 111943300
2021-03-11 123.21 121.96 103026500
2021-03-12 121.17 121.03 88105100
2021-03-15 124.00 123.99 92403800
Oldest observations
Date AAPL.High AAPL.Close AAPL.Volume
2018-08-22 54.0900 53.7625 76072400
2018-08-23 54.2625 53.8725 75532800
2018-08-24 54.2250 54.0400 73905600
2018-08-27 54.6850 54.4850 82100400
2018-08-28 55.1350 54.9250 91107200
2018-08-29 55.8725 55.7450 109019200

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Plots

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Plotly interactive graph

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Each on separate tab

AAPL.High

AAPL.Close

AAPL.Volume

Descriptive statistics

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Stationarity analysis

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Trend

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression trend 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.4482 -0.6745  0.0200  0.6234  9.8762 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -0.0168357  0.1283085  -0.131    0.896    
## z.lag.1     -0.9476991  0.0531731 -17.823   <2e-16 ***
## tt           0.0003739  0.0003460   1.081    0.280    
## z.diff.lag   0.0521255  0.0397233   1.312    0.190    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.619 on 637 degrees of freedom
## Multiple R-squared:  0.4509, Adjusted R-squared:  0.4484 
## F-statistic: 174.4 on 3 and 637 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -17.8229 105.8876 158.8303 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau3 -3.96 -3.41 -3.12
## phi2  6.09  4.68  4.03
## phi3  8.27  6.25  5.34

According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).


Drift

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.3886 -0.6868 -0.0201  0.5965  9.9354 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.10323    0.06418   1.608    0.108    
## z.lag.1     -0.94445    0.05309 -17.788   <2e-16 ***
## z.diff.lag   0.05041    0.03970   1.270    0.205    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.619 on 638 degrees of freedom
## Multiple R-squared:  0.4499, Adjusted R-squared:  0.4482 
## F-statistic: 260.9 on 2 and 638 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -17.7879 158.206 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.43 -2.86 -2.57
## phi1  6.43  4.59  3.78

According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).


None

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression none 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.3116 -0.5846  0.0810  0.6913 10.0321 
## 
## Coefficients:
##            Estimate Std. Error t value Pr(>|t|)    
## z.lag.1    -0.93695    0.05296 -17.693   <2e-16 ***
## z.diff.lag  0.04659    0.03967   1.174    0.241    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.621 on 639 degrees of freedom
## Multiple R-squared:  0.4477, Adjusted R-squared:  0.446 
## F-statistic:   259 on 2 and 639 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -17.6932 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau1 -2.58 -1.95 -1.62

According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).


Forecasting

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